Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.51% | 88.00 % | 88.45 % | 500'000 | 500'000 | 499'872 | 500'000 | 440'273 CHF | 442'635 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 86.70 % | 87.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'444 CHF | 436'694 CHF | 99.38% | 99.38% |
18.11.2024 | 0.51% | 88.30 % | 88.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'797 CHF | 446'047 CHF | 99.37% | 99.37% |
15.11.2024 | 0.50% | 90.40 % | 90.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'050 CHF | 454'300 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 90.95 % | 91.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'537 CHF | 457'787 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 90.60 % | 91.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'626 CHF | 450'876 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 89.60 % | 90.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'008 CHF | 454'258 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 91.10 % | 91.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'989 CHF | 459'239 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 91.25 % | 91.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'312 CHF | 456'562 CHF | 99.35% | 99.35% |
07.11.2024 | 0.49% | 91.75 % | 92.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'847 CHF | 462'097 CHF | 98.80% | 98.80% |